For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | 4.22% | 34.60% | 51.46% |
| Price Trend ⓘ | -0.03 | 0.87 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.20% | 19.79% | 24.09% |
| Max Drawdown ⓘ | -15.68% | -15.68% | -15.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 1.66 | 1.97 |
| Calmar Ratio ⓘ | 0.27 | 2.21 | 3.28 |
| Sortino Ratio ⓘ | 0.29 | 2.37 | 2.88 |